Power prior elicitation in Bayesian quantile regression

DOI10.1155/2011/874907MaRDI QIDQ609734zbMATH OpenOpenAlexWikidataFDO

Authors Rahim Alhamzawi, Keming Yu

Publication date 1 December 2010

Published in Journal of Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://eudml.org/doc/232720

Mathematics Subject Classification ID

Bayesian inference (62F15)

Review text

Summary: We address a quantile dependent prior for Bayesian quantile regression. We extend the idea of the power prior distribution in Bayesian quantile regression by employing the likelihood function that is based on a location-scale mixture representation of the asymmetric Laplace distribution. The propriety of the power prior is one of the critical issues in Bayesian analysis. Thus, we discuss the propriety of the power prior in Bayesian quantile regression. The methods are illustrated with both simulation and real data.

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Cited in

(5)

• Linear quantile mixed models
• Power prior distributions for generalized linear models
• Bayesian Lasso binary quantile regression
• Variable selection in quantile regression via Gibbs sampling
• scientific article; zbMATH DE number 2204329 (Why is no real title available?)

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